Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-04 0.388100 0.427470 0.470836 0.522466 0.582686 0.651230 0.735916
2025-05-11 0.345289 0.396686 0.456967 0.533918 0.631072 0.751847 0.916986
2025-05-18 0.304238 0.359837 0.427989 0.519516 0.642226 0.805813 1.049335
2025-05-25 0.271048 0.327666 0.399437 0.499725 0.640856 0.840331 1.160234
2025-06-01 0.252772 0.311893 0.389261 0.501611 0.667531 0.916605 1.349407
2025-06-08 0.243195 0.306127 0.391106 0.519389 0.718552 1.037495 1.644114
2025-06-15 0.231164 0.295680 0.385038 0.524328 0.749953 1.132360 1.922859
2025-06-22 0.218517 0.283177 0.374626 0.521049 0.766987 1.205170 2.183185
2025-06-29 0.207434 0.271956 0.364934 0.517482 0.782469 1.277595 2.470274
2025-07-06 0.194288 0.256820 0.348136 0.500606 0.772044 1.297576 2.640696
2025-07-13 0.188717 0.252379 0.347127 0.509388 0.808876 1.420612 3.136448
2025-07-20 0.182621 0.246703 0.343670 0.513494 0.837303 1.532370 3.667074
2025-07-27 0.175699 0.239586 0.337762 0.513385 0.858891 1.637802 4.266726
2025-08-03 0.170174 0.234267 0.334325 0.517271 0.889214 1.773348 5.097203
2025-08-10 0.161014 0.222780 0.320023 0.499934 0.872349 1.784266 5.436695
2025-08-17 0.151974 0.211069 0.304695 0.479462 0.846211 1.765030 5.635243
2025-08-24 0.147514 0.206401 0.300863 0.480334 0.867441 1.883728 6.651115
2025-08-31 0.146044 0.206399 0.304865 0.496534 0.926128 2.132682 8.824358
2025-09-07 0.142677 0.203126 0.302981 0.500905 0.957655 2.310326 10.968774
2025-09-14 0.138335 0.198040 0.297603 0.497701 0.970058 2.429320 12.992134
2025-09-21 0.134243 0.193184 0.292352 0.494295 0.981495 2.550402 15.476240
2025-09-28 0.128554 0.185442 0.281550 0.478458 0.958382 2.534719 16.394554
2025-10-05 0.126675 0.184022 0.282083 0.486665 1.000764 2.794777 22.350717